Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47470.95 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46072.96 Kr¶

PnL: ---------------------------------------> -815.61 Kr¶

DD now: ---------------------------------> -2.383 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:16:04.138560'

Anic Portfolio¶

Today¶

Return: 0.34 %¶

This Week¶

Return: -0.922 %¶

Total¶

Return: 55.408 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -1.420000 779.600000 106.600000 15.840000 673.000000
Nordea Bank Abp 29 1.380000 3531.620000 77.620000 2.250000 3453.999992
SAAB B 8 -0.580000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.390000 399.100000 44.100000 12.420000 355.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.670000 603.680000 29.680000 5.170000 573.999998
Corem Property Group B 59 1.280000 606.520000 29.520000 5.120000 576.999999
Swedbank A 3 2.080000 587.850000 23.850000 4.230000 564.000000
AcadeMedia 12 0.290000 580.320000 23.320000 4.190000 557.000004
Intrum 4 0.040000 545.000000 18.000000 3.420000 527.000000
Securitas B 6 1.730000 586.080000 16.080000 2.820000 570.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.110000 254.400000 8.400000 3.410000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.000000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.510000 542.750000 -3.250000 -0.600000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.530000 577.000000 -17.570000 -2.960000 594.565215
CTEK 13 -3.720000 510.900000 -23.100000 -4.330000 533.999999
Essity B 2 -0.330000 547.400000 -26.600000 -4.630000 574.000000
Essity A 4 -0.550000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 1.520000 1440.000000 -224.000000 -13.460000 1663.999992
Axfood 13 0.490000 3485.300000 -270.700000 -7.210000 3756.000001
Ovzon 52 -2.430000 2709.200000 -652.800000 -19.420000 3361.999992
TOTAL 46072.960000 -815.610000 -2.38318% 46888.564618

Updated:¶

'2023-01-27 13:16:17.106817'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶